+108.2%
T vs FTNT
+149.8%
-41.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.6% |
| 30D | +7.6% | -1.4% | +9.0% | +7.6% |
| 3M | +15.3% | +10.1% | +5.2% | +15.6% |
| 6M | -8.5% | +88.2% | -96.7% | -7.4% |
| YTD | +6.8% | +98.3% | -91.5% | +8.1% |
| 1Y | -7.2% | +96.0% | -103.2% | -6.1% |
| 3Y | +108.2% | +145.8% | -37.5% | +111.6% |
| All | +108.2% | +149.8% | -41.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling